Down

Global Opportunistic Total Return

Fixed Income Portfolio Characteristics As of 9/30/2022

Characteristic Brandywine Global WGBI
Average Quality1 AA- AA
Average Maturity (Years) 10.61 9.60
Average Modified Duration (Years) 9.12 7.46
Average Coupon (%) 4.26 1.80
Current Yield (%) 4.74 -
Average Yield To Maturity (%) 5.59 3.17
Number of Issues 36 1,181

Quality Allocation As of 9/30/2022

Quality Rating Brandywine Global (%)
AAA 52.0
AA 14.4
A 4.0
BBB 17.8
BB or Lower 11.7
Not Rated 0.2

Duration Allocation As of 9/30/2022

Duration Range Brandywine Global (%)
<1 Year 38.2
1-3 Years 2.1
3-7 Years 13.1
7-10 Years 29.0
10+ Years 13.4
No Duration 4.3

Region & Currency Allocation As of 9/30/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 9.1 0.5 1.7
Emerging Markets 34.3 19.2 4.3
Europe ex-Eurozone 0.2 -0.6 4.3
Eurozone 6.4 23.9 28.2
Japan - 27.8 14.7
Middle East & Africa - - 0.3
North & Central America 53.1 29.3 46.4
Other -3.2 - -